-83.2%
FIG vs ALLE
+18.4%
-101.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.8% |
| 7D | +3.4% | +3.6% | -0.2% | +3.3% |
| 30D | -9.5% | +25.9% | -35.3% | -8.3% |
| 3M | -26.2% | +15.8% | -41.9% | -26.4% |
| 6M | +2.7% | +48.1% | -45.4% | +9.5% |
| YTD | -48.0% | +22.0% | -69.9% | -46.9% |
| 1Y | -52.0% | +18.0% | -70.1% | -50.2% |
| All | -83.2% | +18.4% | -101.6% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling